+92.5%
USB vs RRC
+40.4%
+52.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.6% |
| 7D | -1.5% | -6.9% | +5.4% | -0.5% |
| 30D | +4.3% | +25.4% | -21.1% | +0.3% |
| 3M | -6.1% | +31.9% | -38.0% | -10.4% |
| 6M | +9.4% | +17.2% | -7.8% | +6.2% |
| YTD | +15.2% | +43.4% | -28.2% | +6.6% |
| 1Y | +32.8% | +36.7% | -4.0% | +24.0% |
| All | +92.5% | +40.4% | +52.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling